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Markets and Commodity figures

05 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 408 26.62 bn Rbn 24.48 628 77.91 bn Rbn 75.10
Week to Date 2 408 63.60 bn Rbn 65.08 780 113.39 bn Rbn 109.66
Month to Date 3 513 103.71 bn Rbn 109.34 932 146.75 bn Rbn 142.51
Year to Date 277 699 7 487.92 bn Rbn 7 808.54 74 272 9 190.25 bn Rbn 8 942.13

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 202 6.45 bn Rbn 6.44 29 2.70 bn Rbn 2.40
Current Day Sell 158 5.23 bn Rbn 5.19 22 13.83 bn Rbn 15.17
Net 44 1.21 bn Rbn 1.25 7 -11.13 bn Rbn -12.77
Buy 339 11.68 bn Rbn 11.61 46 4.00 bn Rbn 3.49
Week to Date Sell 246 11.80 bn Rbn 11.67 34 21.29 bn Rbn 23.30
Net 93 -0.13 bn Rbn -0.05 12 -17.29 bn Rbn -19.81
Buy 477 16.99 bn Rbn 16.64 74 6.11 bn Rbn 5.38
Month to Date Sell 383 18.04 bn Rbn 17.91 45 26.91 bn Rbn 29.49
Net 94 -1.05 bn Rbn -1.27 29 -20.80 bn Rbn -24.10
Buy 22 918 1 012.74 bn Rbn 1 040.48 5 587 496.94 bn Rbn 466.16
Year to Date Sell 18 773 960.51 bn Rbn 992.11 2 801 678.36 bn Rbn 707.88
Net 4 145 52.24 bn Rbn 48.37 2 786 -181.42 bn Rbn -241.72

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.300%
All Bond Index Top 565.679
20 Composite 562.400 1.65% 6.04%
GOVI 9.298%Split - 563.969
ALBI20 Issuer Class GOVI 560.663 1.67% 6.13%
OTHI 9.306%
ALBI20 Issuer Class Split - 576.018
OTHI 572.800 1.60% 5.79%
CILI15 2.815%
Composite Inflation 243.186
Linked Index Top 15 241.627 0.98% -1.01%
ICOR 3.733%
CILI15 Issuer Class 265.250
Split - ICOR 264.715 0.47% 6.68%
IGOV 2.773%
CILI15 Issuer Class 242.041
Split - IGOV 240.439 1.01% -1.35%
ISOE 3.354%
CILI15 Issuer Class 245.342
Split - ISOE 244.514 0.59% 3.91%
MMI JSE Money Market Index
0 230.607 230.562 0.10% 7.21%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.000% 8.050% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.090% 9.140% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.235% 8.285% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.560% 9.630% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.770% 9.840% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.520% 8.590% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.350% 10.430% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.160% AFRICA 9.240% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.620% 9.695% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.690% 9.770% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.800% 9.880% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.110% 11.195% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.940% 10.025% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.870% 9.955% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.025% 10.110% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.125% 10.205% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.055% 10.135% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.365% 11.445% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.165% 10.245% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.115% 10.195% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.858% 6.858% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.733% 7.725% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
bond 0 0 0
Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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